+1.1%
STZ vs XME
+300.2%
-299.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.1% | -2.6% |
| 7D | +4.9% | -4.5% | +9.4% | +6.0% |
| 30D | +20.9% | -10.9% | +31.7% | +23.9% |
| 3M | +8.0% | -15.3% | +23.2% | +11.7% |
| 6M | -5.3% | -24.6% | +19.3% | +0.2% |
| YTD | +5.9% | -9.6% | +15.6% | +5.7% |
| 1Y | +14.2% | +2.9% | +11.3% | +9.6% |
| 3Y | -37.0% | +86.9% | -123.9% | -50.5% |
| 5Y | -29.7% | +115.2% | -144.9% | -49.0% |
| All | +1.1% | +300.2% | -299.1% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling